CSIEX vs. ESGV
CSIEX (Calvert Equity Fund) and ESGV (Vanguard ESG U.S. Stock ETF) are both funds - CSIEX is a Large Cap Growth Equities fund managed by Calvert, while ESGV is a Large Cap Blend Equities fund tracking the FTSE US All Cap Choice Index. Over the past 5 years, CSIEX returned 3.27%/yr vs 11.32%/yr for ESGV. Their correlation of 0.85 means they have usually moved in the same direction. CSIEX charges 0.91%/yr vs 0.09%/yr for ESGV.
Performance
CSIEX vs. ESGV - Performance Comparison
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Returns By Period
In the year-to-date period, CSIEX achieves a -4.38% return, which is significantly lower than ESGV's 9.66% return.
CSIEX
- 1D
- -0.83%
- 1M
- 2.53%
- 6M
- -3.13%
- YTD
- -4.38%
- 1Y
- -1.72%
- 3Y*
- 5.38%
- 5Y*
- 3.27%
- 10Y*
- 11.84%
- ALL TIME*
- 8.60%
ESGV
- 1D
- 0.68%
- 1M
- 0.09%
- 6M
- 9.06%
- YTD
- 9.66%
- 1Y
- 21.29%
- 3Y*
- 19.06%
- 5Y*
- 11.32%
- 10Y*
- —
- ALL TIME*
- 14.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
CSIEX Calvert Equity Fund | $0.00 | $0.00 | $0.00 |
| $15.60M | $18.04M | $25.74M |
CSIEX vs. ESGV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CSIEX Calvert Equity Fund | -4.38% | 7.27% | 8.35% | 17.93% | -17.61% | 28.90% | 24.26% | 36.46% | -8.18% |
ESGV Vanguard ESG U.S. Stock ETF | 9.66% | 16.48% | 24.69% | 30.79% | -24.04% | 26.55% | 25.69% | 33.36% | -14.45% |
Correlation
The correlation between CSIEX and ESGV is 0.46, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.46 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2018 | 0.85 |
Over the past year, the correlation between CSIEX and ESGV has dropped to 0.46 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
CSIEX vs. ESGV — Risk / Return Rank
CSIEX
ESGV
CSIEX vs. ESGV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Equity Fund (CSIEX) and Vanguard ESG U.S. Stock ETF (ESGV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CSIEX | ESGV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.53 | ||
| Sortino ratioReturn per unit of downside risk | -2.07 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.23 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | 1.65 | -1.86 |
| Martin ratioReturn relative to average drawdown | -0.41 | 6.66 | -7.07 |
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Drawdowns
CSIEX vs. ESGV - Drawdown Comparison
The maximum CSIEX drawdown since its inception was -50.81%, which is greater than ESGV's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for CSIEX and ESGV.
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Drawdown Indicators
| CSIEX | ESGV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.81% | -33.66% | -17.15% |
Max Drawdown (1Y)Largest decline over 1 year | -14.28% | -11.60% | -2.68% |
Max Drawdown (3Y)Largest decline over 3 years | -14.87% | -20.41% | +5.54% |
Max Drawdown (5Y)Largest decline over 5 years | -25.71% | -28.81% | +3.10% |
Max Drawdown (10Y)Largest decline over 10 years | -30.50% | — | — |
Current DrawdownCurrent decline from peak | -6.68% | -1.85% | -4.83% |
Average DrawdownAverage peak-to-trough decline | -6.25% | -6.34% | +0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.25% | 2.87% | +4.38% |
Volatility
CSIEX vs. ESGV - Volatility Comparison
Calvert Equity Fund (CSIEX) has a higher volatility of 5.58% compared to Vanguard ESG U.S. Stock ETF (ESGV) at 4.17%. This indicates that CSIEX's price experiences larger fluctuations and is considered to be riskier than ESGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSIEX | ESGV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.58% | 4.17% | +1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 11.19% | 11.64% | -0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.72% | 14.59% | -0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.46% | 18.52% | -2.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.22% | 20.52% | -3.30% |
CSIEX vs. ESGV - Expense Ratio Comparison
CSIEX has a 0.91% expense ratio, which is higher than ESGV's 0.09% expense ratio.
Dividends
CSIEX vs. ESGV - Dividend Comparison
CSIEX's dividend yield for the trailing twelve months is around 24.02%, more than ESGV's 0.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSIEX Calvert Equity Fund | 24.02% | 22.97% | 8.74% | 1.79% | 3.40% | 3.56% | 2.70% | 2.87% | 8.78% | 8.10% | 11.30% | 25.62% |
ESGV Vanguard ESG U.S. Stock ETF | 0.87% | 0.91% | 1.04% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CSIEX and ESGV have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSIEX has higher volatility (5.58%) compared to ESGV (4.17%). In terms of maximum drawdown, CSIEX dropped -50.81% vs ESGV's -33.66%.
ESGV currently has the higher Sharpe Ratio (1.31 vs -0.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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